AOM vs. EAOM
AOM (iShares Core Moderate Allocation ETF) and EAOM (iShares ESG Aware Moderate Allocation ETF) are both Diversified Portfolio funds from iShares - AOM tracks the S&P Target Risk Moderate while EAOM tracks the BlackRock ESG Aware Moderate Allocation Index. Both are passively managed. Over the past 5 years, AOM returned 4.63%/yr vs 4.08%/yr for EAOM. With a 0.96 correlation, they move nearly in lockstep. AOM charges 0.25%/yr vs 0.18%/yr for EAOM.
Performance
AOM vs. EAOM - Performance Comparison
Loading charts...
Returns By Period
The year-to-date returns for both investments are quite close, with AOM having a 4.39% return and EAOM slightly higher at 4.48%.
AOM
- 1D
- -0.76%
- 1M
- 0.20%
- YTD
- 4.39%
- 6M
- 4.21%
- 1Y
- 12.96%
- 3Y*
- 10.58%
- 5Y*
- 4.63%
- 10Y*
- 6.31%
EAOM
- 1D
- -0.69%
- 1M
- 0.47%
- YTD
- 4.48%
- 6M
- 4.28%
- 1Y
- 13.00%
- 3Y*
- 10.14%
- 5Y*
- 4.08%
- 10Y*
- —
AOM vs. EAOM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
AOM iShares Core Moderate Allocation ETF | 4.39% | 13.28% | 7.95% | 12.38% | -14.54% | 6.93% | 10.13% |
EAOM iShares ESG Aware Moderate Allocation ETF | 4.48% | 12.90% | 7.29% | 11.83% | -15.48% | 6.39% | 10.30% |
Correlation
The correlation between AOM and EAOM is 0.95 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.95 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.96 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.96 |
Correlation (All Time) Calculated using the full available price history since Jun 18, 2020 | 0.96 |
The correlation between AOM and EAOM has been stable across timeframes, ranging from 0.95 to 0.96 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
AOM vs. EAOM — Risk / Return Rank
AOM
EAOM
AOM vs. EAOM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Core Moderate Allocation ETF (AOM) and iShares ESG Aware Moderate Allocation ETF (EAOM). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| AOM | EAOM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.04 | ||
| Sortino ratioReturn per unit of downside risk | -0.03 | ||
| Omega ratioGain probability vs. loss probability | 1.35 | 1.36 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 2.55 | 2.52 | +0.02 |
| Martin ratioReturn relative to average drawdown | 10.96 | 10.90 | +0.06 |
Loading charts...
Drawdowns
AOM vs. EAOM - Drawdown Comparison
The maximum AOM drawdown since its inception was -19.96%, roughly equal to the maximum EAOM drawdown of -20.73%. Use the drawdown chart below to compare losses from any high point for AOM and EAOM.
Loading charts...
Drawdown Indicators
| AOM | EAOM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.96% | -20.73% | +0.77% |
Max Drawdown (1Y)Largest decline over 1 year | -5.11% | -5.17% | +0.06% |
Max Drawdown (3Y)Largest decline over 3 years | -6.85% | -7.63% | +0.78% |
Max Drawdown (5Y)Largest decline over 5 years | -19.96% | -20.73% | +0.77% |
Max Drawdown (10Y)Largest decline over 10 years | -19.96% | — | — |
Current DrawdownCurrent decline from peak | -1.04% | -1.01% | -0.03% |
Average DrawdownAverage peak-to-trough decline | -2.69% | -4.93% | +2.24% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.19% | 1.20% | -0.01% |
Volatility
AOM vs. EAOM - Volatility Comparison
iShares Core Moderate Allocation ETF (AOM) and iShares ESG Aware Moderate Allocation ETF (EAOM) have volatilities of 2.78% and 2.76%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| AOM | EAOM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.78% | 2.76% | +0.02% |
Volatility (6M)Calculated over the trailing 6-month period | 5.70% | 5.72% | -0.02% |
Volatility (1Y)Calculated over the trailing 1-year period | 6.94% | 6.84% | +0.10% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.21% | 8.14% | +0.07% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.94% | 7.94% | 0.00% |
AOM vs. EAOM - Expense Ratio Comparison
AOM has a 0.25% expense ratio, which is higher than EAOM's 0.18% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
AOM vs. EAOM - Dividend Comparison
AOM's dividend yield for the trailing twelve months is around 3.00%, more than EAOM's 2.80% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AOM iShares Core Moderate Allocation ETF | 3.00% | 2.98% | 3.10% | 2.79% | 2.27% | 1.56% | 2.02% | 2.66% | 2.53% | 3.31% | 2.14% | 1.98% |
EAOM iShares ESG Aware Moderate Allocation ETF | 2.80% | 2.89% | 2.89% | 2.70% | 1.93% | 1.32% | 1.02% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
With a correlation of 0.95, AOM and EAOM move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
AOM has higher volatility (2.78%) compared to EAOM (2.76%). In terms of maximum drawdown, AOM dropped -19.96% vs EAOM's -20.73%.
On 5-year performance, AOM leads with 4.63% vs 4.08% for EAOM. On fees, EAOM is cheaper at 0.18% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, AOM has performed better with a 4.63% return vs 4.08%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
EAOM is cheaper with a 0.18% expense ratio, compared with 0.25% for AOM.
AOM has the higher dividend yield at 3.00%, compared with 2.80% for EAOM.
AOM tracks S&P Target Risk Moderate, while EAOM tracks BlackRock ESG Aware Moderate Allocation Index. Their fees differ too: 0.25% for AOM and 0.18% for EAOM.
EAOM currently has the higher Sharpe Ratio (1.91 vs 1.88), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
Find the right allocation for AOM and EAOM
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer